+376.1%
SMTC vs EL
+63.7%
+312.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.3% | +10.7% |
| 7D | +12.9% | +0.3% | +12.6% | +13.2% |
| 30D | -25.6% | +12.3% | -37.9% | -29.6% |
| 3M | -4.5% | +28.4% | -32.9% | -16.7% |
| 6M | -8.3% | +36.7% | -45.0% | -23.1% |
| YTD | +69.9% | +8.4% | +61.5% | +53.2% |
| 1Y | +73.9% | +25.4% | +48.5% | +45.5% |
| 3Y | +757.7% | +3.4% | +754.2% | +614.9% |
| 5Y | +38.7% | -64.8% | +103.5% | +108.7% |
| 10Y | +376.1% | +63.0% | +313.2% | +325.5% |
| All | +376.1% | +63.7% | +312.4% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling